Discussion paper DP4091 Does Anonymity Matter in Electronic Limit Order Markets? Thierry Foucault Sophie Moinas Erik Theissen 23 Oct 2003 Financial Economics G10 G14 G24
Discussion paper DP3900 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market David Goldreich Bernd Hanke Purnendu Nath 25 May 2003 Financial Economics G12 G14
Discussion paper DP3808 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? Philippe Bacchetta Eric van Wincoop 23 Feb 2003 Financial Economics International Macroeconomics E44 F31 G14 G15
Discussion paper DP3742 Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture Marc Flandreau 23 Feb 2003 International Macroeconomics F02 G14 N10 N20
Discussion paper DP3676 Liquidity Supply and Demand in Limit Order Markets Burton Hollifield Patrik Sandås Robert A. Miller Joshua Slive 20 Dec 2002 Financial Economics C25 C41 G14 G15
Discussion paper DP3644 Bids and Allocations in European IPO Bookbuilding Tim Jenkinson Howard Jones 20 Nov 2002 Financial Economics G14 G24
Discussion paper DP3651 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse Harald Hau 20 Nov 2002 Financial Economics International Macroeconomics F30 G10 G14
Discussion paper DP3359 Reputation-Based Pricing and Price Improvements in Dealership Markets Thierry Foucault Gabriel Desgranges 20 May 2002 Financial Economics D82 G14 L14
Discussion paper DP3292 Regulating Insider Trading when Investment Matters Xavier Vives Luis Angel Medrano 20 Apr 2002 Financial Economics D82 G12 G14
Discussion paper DP3254 Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period Hans-Joachim Voth 20 Mar 2002 International Macroeconomics E66 G12 G14 G18 N12 N14 N22 N24
Discussion paper DP3288 The Microstructure of Stock Markets Bruno Biais Larry Glosten Chester S Spatt 20 Mar 2002 Financial Economics D82 G10 G14 G20
Discussion paper DP3081 The Microstructure of the Euro Money Market Philipp Hartmann Michele Manna Andres Manzanares 23 Nov 2001 Financial Economics International Macroeconomics D44 E43 E52 G14